Feature request: Cache Optimization results, don't re-run Backtest during analysis

[wzgy0920]

If you support this feature request, please voice your opinion in this thread, this way NT can include your vote and hopefully increase the priority to fix the issue faster.

Current behavior: After running Optimization in Strategy Analyzer, the displayed top results are not cached. When you click through each optimization result, NT re-runs a Backtest on each result. This slows down the results analysis process because NT is recomputing each selected result. This can be specifically painful when the strategy can span over multiple days/months of data and when the strategy contains multiple parameters.

For example, I have strategy that contains 5-10 different parameters that I am running Optimization over 6 months of data. The Optimization itself takes few hours, after which I am presented with top results. When I am analyzing the results, I am click through each of the presented results NT runs a Backtest on those set of parameters which freezes the Strategy Analyzer for few tens of seconds until the Backtest is done running. This is super annoying and painful because it slows down the analysis process.

Ninjatrader developers should improve the performance and usability of Strategy Analyzer by caching the backtest results it gathers during Optimization.

Furthermore, I want to re-emphasize related bugs/feature request related to Strategy Analyzer, Optimization and Backtest as listed below

Bug: Open in Strategy Analyzer Tab causes Optimization to run again

Feature request: Single objective Optimization with multiple constrained metrics

Feature request: Option to run Backtest on a select strategy from Strategy tab

Feature request: Additional metrics for sorting in results column of Optimization

Feature request: Ability to pause/resume Optimization

Usability and performance improvements to Strategy Analyzer

[donto]

Hello Brandon
Please add my vote to this topic, pretty much make the Strategy analyzer, optimization useless.

[NinjaTrader_Jesse]

Hello donto,

A vote has been added

[Joia_]

As a developer, I see this request as hard to implement—not the implementation itself but implementing it without affecting the stability of NT. I think many people will have overflow errors in their computers as well as other problems if this is not a boolean option and is always activated by default. That is why I would like to add my vote to this, with a little modification: this behavior could be activated or deactivated on the tester itself or in options, in this way users are responsible for their use of the platform. For example, I would not like to have this option if I am testing out a Renko strategy with +2000 trades for every backtest, and it does not make much sense on a daily strategy since results are almost instant. Still, it makes a lot of sense when we are optimizing tick data or in many other cases.